+588.8%
SONY vs ALM
+3,525.2%
-2,936.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.8% |
| 7D | +2.1% | -7.2% | +9.2% | +2.1% |
| 30D | +9.2% | -26.4% | +35.5% | +9.3% |
| 3M | +12.2% | -38.6% | +50.8% | +12.4% |
| 6M | +24.4% | -61.0% | +85.4% | +24.8% |
| YTD | +3.5% | -7.4% | +10.9% | +3.4% |
| 1Y | -9.2% | +14.0% | -23.1% | -9.3% |
| 3Y | +55.6% | +844.4% | -788.8% | +53.9% |
| 5Y | +12.0% | +410.8% | -398.8% | +10.8% |
| 10Y | +363.7% | +2,084.7% | -1,721.1% | +355.6% |
| All | +588.8% | +3,525.2% | -2,936.4% | +565.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling